Who you'll work with
You’ll be working within the Risk Management Practice, which supports clients in many different industries facing challenges of developing and implementing tailored concepts for risk identification, measurement, and control. You’ll be a part of the Risk Advanced Analytics (RAA) group that is tasked with developing analytical tools in all fields of risk (strategic risk management, credit, operational/fraud, and market risk).
What you'll do
You will be at the center of the Risk Analytics group’s analytical engine, providing tailored quantitative solutions for our client projects.
You will handle a variety of risk modeling topics, including enterprise risk management, stress testing, market and trading risk, credit risk, and portfolio management, and you will establish models to distill the strategic implications of regulatory frameworks. Building upon your own ideas and experience, you will work together with our specialized risk consultants to gain new insights and translate them into distinct client contributions. You will use a broad range of internal and external sources in your work, including your access to an outstanding knowledge structure and international network of experts.
- Proven track record of working in quantitative teams, with a high degree of independence and responsibility, in one of the following fields: credit risk, stress test and financial planning, corporate stress test, advanced analytics in nonfinancial risk
- Demonstrated ability to employ advanced econometric or statistical methods in practice, including a working knowledge of machine learning techniques, and solid data handling skills
- Deep experience with analytical software (especially R or SAS), solid working knowledge of scripting languages (e.g., Python), and relevant programming skills (e.g., Java) and database experience (SQL or NoSQL) are beneficial
- Advanced degree in a quantitative discipline (statistics, mathematics, or physics); PhD preferred
- 3+ years of work experience in quantitative analysis/modeling at a top-tier institution
- Strong international experience and a team player, with a professional and service-oriented attitude
- Skills to communicate complex ideas effectively
- Proven record of leadership in a work setting and/or through extracurricular activities
- Ability to work collaboratively in a team environment
- Ability to work effectively with people at all levels in an organization
- Fluent in English and German